+1,174.7%
MPC vs QSR
+126.5%
+1,048.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.3% |
| 7D | +3.2% | -2.4% | +5.6% | +4.5% |
| 30D | +25.0% | +5.7% | +19.3% | +21.0% |
| 3M | +55.2% | +6.9% | +48.2% | +48.3% |
| 6M | +86.4% | +6.9% | +79.5% | +76.8% |
| YTD | +148.5% | +14.9% | +133.6% | +125.3% |
| 1Y | +121.7% | +29.1% | +92.6% | +86.6% |
| 3Y | +172.9% | +26.1% | +146.7% | +122.3% |
| 5Y | +679.9% | +42.3% | +637.6% | +467.3% |
| 10Y | +1,174.7% | +134.0% | +1,040.7% | +561.9% |
| All | +1,174.7% | +126.5% | +1,048.2% | +561.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling